A Novel Neuromorphic Processors Realization of Spiking Deep Reinforcement Learning for Portfolio Management.
Seyyed Amirhossein SaeidiForouzan FallahSoroush BarmakiHamed FarbehPublished in: DATE (2022)
Keyphrases
- portfolio management
- reinforcement learning
- portfolio selection
- portfolio optimization
- bio inspired
- financial data
- transaction costs
- spike trains
- spiking neural networks
- factor analysis
- learning algorithm
- decision making
- dynamic programming
- spiking neurons
- neural network
- action selection
- multi objective
- evolutionary algorithm